+108.5%
PFG vs VCLT
-15.5%
+124.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +0.9% | +0.1% | +0.8% | +0.9% |
| 3M | +7.7% | -2.9% | +10.6% | +9.0% |
| 6M | +29.0% | -4.0% | +32.9% | +31.1% |
| YTD | +32.5% | -2.2% | +34.7% | +33.7% |
| 1Y | +47.3% | -2.6% | +49.9% | +48.8% |
| 3Y | +68.2% | +12.3% | +55.9% | +60.8% |
| 5Y | +108.5% | -16.4% | +124.9% | +83.3% |
| All | +108.5% | -15.5% | +124.0% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VCLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling